NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 4.205 4.277 0.072 1.7% 4.263
High 4.288 4.364 0.076 1.8% 4.364
Low 4.156 4.258 0.102 2.5% 4.115
Close 4.248 4.333 0.085 2.0% 4.333
Range 0.132 0.106 -0.026 -19.7% 0.249
ATR 0.107 0.108 0.001 0.6% 0.000
Volume 18,429 21,855 3,426 18.6% 120,811
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.636 4.591 4.391
R3 4.530 4.485 4.362
R2 4.424 4.424 4.352
R1 4.379 4.379 4.343 4.402
PP 4.318 4.318 4.318 4.330
S1 4.273 4.273 4.323 4.296
S2 4.212 4.212 4.314
S3 4.106 4.167 4.304
S4 4.000 4.061 4.275
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 5.018 4.924 4.470
R3 4.769 4.675 4.401
R2 4.520 4.520 4.379
R1 4.426 4.426 4.356 4.473
PP 4.271 4.271 4.271 4.294
S1 4.177 4.177 4.310 4.224
S2 4.022 4.022 4.287
S3 3.773 3.928 4.265
S4 3.524 3.679 4.196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.364 4.115 0.249 5.7% 0.115 2.7% 88% True False 24,162
10 4.364 3.986 0.378 8.7% 0.115 2.6% 92% True False 19,123
20 4.364 3.964 0.400 9.2% 0.108 2.5% 92% True False 16,907
40 4.364 3.404 0.960 22.2% 0.094 2.2% 97% True False 13,095
60 4.364 3.404 0.960 22.2% 0.091 2.1% 97% True False 10,529
80 4.364 3.365 0.999 23.1% 0.087 2.0% 97% True False 8,606
100 4.364 3.365 0.999 23.1% 0.084 1.9% 97% True False 7,250
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.815
2.618 4.642
1.618 4.536
1.000 4.470
0.618 4.430
HIGH 4.364
0.618 4.324
0.500 4.311
0.382 4.298
LOW 4.258
0.618 4.192
1.000 4.152
1.618 4.086
2.618 3.980
4.250 3.808
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 4.326 4.306
PP 4.318 4.279
S1 4.311 4.252

These figures are updated between 7pm and 10pm EST after a trading day.

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